+712.3%
WDC vs VST
+264.2%
+448.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.6% | -12.0% | -6.1% |
| 7D | -28.0% | -9.8% | -18.1% | -24.7% |
| 30D | -34.9% | -25.1% | -9.8% | -26.4% |
| 3M | -41.6% | -11.6% | -30.0% | -38.9% |
| 6M | -45.4% | -20.9% | -24.5% | -39.7% |
| YTD | +53.3% | -22.3% | +75.6% | +70.2% |
| 1Y | +61.5% | -32.0% | +93.5% | +87.9% |
| 3Y | +712.3% | +262.4% | +450.0% | +539.9% |
| All | +712.3% | +264.2% | +448.1% | +539.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling